HellCor: The Hellinger Correlation

Empirical value of the Hellinger correlation, a new measure of dependence between two continuous random variables that satisfies a set of 7 desirable axioms (existence, symmetry, normalisation, characterisation of independence, weak Gaussian conformity, characterisation of pure dependence, generalised Data Processing Inequality). More details can be found in Geenens and Lafaye De Micheaux (2018) <arXiv:1810.10276>.

Version: 1.2
Depends: R (≥ 2.10.0), energy
Imports: stats
Published: 2019-08-19
Author: Gery Geenens [aut], Pierre Lafaye De Micheaux [aut, cre]
Maintainer: Pierre Lafaye De Micheaux <lafaye at unsw.edu.au>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: HellCor citation info
CRAN checks: HellCor results


Reference manual: HellCor.pdf
Package source: HellCor_1.2.tar.gz
Windows binaries: r-devel: HellCor_1.2.zip, r-devel-gcc8: HellCor_1.2.zip, r-release: HellCor_1.2.zip, r-oldrel: HellCor_1.2.zip
OS X binaries: r-release: HellCor_1.2.tgz, r-oldrel: HellCor_1.2.tgz
Old sources: HellCor archive


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